-6.4%
T vs EMB
+0.7%
-7.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.2% |
| 7D | +5.5% | +0.7% | +4.8% | +5.6% |
| 30D | -8.9% | +2.3% | -11.2% | -8.4% |
| 3M | -5.6% | -2.5% | -3.1% | -6.7% |
| 6M | -14.3% | -1.1% | -13.2% | -14.7% |
| YTD | -7.9% | -0.6% | -7.3% | -7.9% |
| 1Y | -6.4% | +0.6% | -7.0% | -6.4% |
| All | -6.4% | +0.7% | -7.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling